Math 180B, Introduction to Stochastic Processes I, Winter 2018

Instructor: Jason Schweinsberg (jschwein@math.ucsd.edu)
Lectures: 3:00-3:50 PM on Mondays, Wednesdays, and Fridays, in Pepper Canyon Hall, Room 109.

Section B01 (4:00-4:50 PM on Fridays in Applied Physics and Mathematics, Room 2402), TA: Artem Mavrin (amavrin@ucsd.edu)
Section B02 (5:00-5:50 PM on Fridays in Applied Physics and Mathematics, Room 2402), TA: Artem Mavrin (amavrin@ucsd.edu)
Section B03 (6:00-6:50 PM on Fridays in Applied Physics and Mathematics, Room 2402), TA: Samuel Verhaegen (saverhaegen@ucsd.edu)
Section B04 (7:00-7:50 PM on Fridays in Applied Physics and Mathematics, Room 2402), TA: Samuel Verhaegen (saverhaegen@ucsd.edu)
Section B05 (5:00-5:50 PM on Fridays in Applied Physics and Mathematics, Room 7421), TA: Ziyan Zhu (ziz276@ucsd.edu)

Course Syllabus
Calendar and List of Course Topics

Office Hours

Jason Schweinsberg (in 6157 Applied Physics and Mathematics): Mondays 4:15-5:30 PM, Tuesdays 3:30-5:00 PM, Thursdays 2:30-4:00 PM.
Artem Mavrin (in 6452 Applied Physics and Mathematics): Mondays 1:00-2:00 PM, Tuesdays 1:00-2:30 PM, Thursdays 1:00-2:30 PM.
Samuel Verhaegen (in 5412 Applied Physics and Mathematics): Tuesdays 6:00-8:00 PM, Thursdays 5:30-7:30 PM.
Ziyan Zhu (in 2313 Applied Physics and Mathematics): Tuesdays 10:00 AM - 12:00 PM.

Textbooks

Because the homework problems will not come from any textbook, no textbook is strictly required.
One good reference for the course material is Essentials of Stochastic Processes by Rick Durrett, which is available online here through the UCSD library.
Another good reference is An Introduction to Stochastic Modeling by Mark Pinsky and Samuel Karlin.

Homework Assignments

Homework assignments will be posted in TritonEd. The first assignment is posted here for the benefit of students who are not yet enrolled in the course. All assignments should be submitted in Gradescope by 2:00 PM on the due date. See below the instructions for how to submit work in Gradescope.

Homework 1 (due Friday, January 12, at 2:00 PM)

Instructions for submitting homework in Gradescope

You will submit your Math 180B homework papers using a program called Gradescope. Your login name is your UCSD email address. (If you are logging in for the first time, click "Log In" and then "Forgot your password". Enter your UCSD email address, and click "Reset Password" to get a password set up.) Upon logging in, you should see an icon for Math 180B. Click on this icon, and then click on the name of the assignment that you want to submit. Then follow the instructions to submit the assignment. You can either submit assignments as a single PDF file, in which case you will have to tell Gradescope on which page one can find the answer to each question, or as a picture for each question. Click here for a video demonstrating the submission process, provided by Gradescope.

You have several options for creating the PDF file to submit to Gradescope:

Other links of interest

Below are some links which are not directly related to the course but which may be of interest to some Math 180B students. Most provide some information about graduate programs or careers in Mathematics or Statistics.

Here is a link to a list of schools with graduate programs in Statistics, maintained by Mitch Watnik at CSU East Bay.
Here is a link to a site which indicates how many Masters degrees in Statistics each university has awarded each year since 2003.
Here is a link to a page with information about careers and graduate programs in Data Science.
Here is a link to a site which collects information about Masters programs in Data Science, along with some other information about careers in Data Science.
Here is a link to a site which lists over 500 programs in Data Science, mostly Masters level, throughout the world.
Here is a link to a list of REU (Research Experiences for Undergraduates) programs in Mathematics.
Here is a link to a list of programs for undergraduate students in Mathematics.
Here is a link to a list of programs for undergraduate students in Statistics.
Here is a link to information about the Summer Institute in Biostatistics, which "targets undergraduates and beginning graduate students who are interested in learning about biostatistics".
Here is a link to some information about careers in Mathematics from the Mathematical Association of America.
Here is a link to some information about careers in Mathematics from the American Mathematical Society.
Here is a link to some information about careers in Mathematics from the Society for Industrial and Applied Mathematics.
Here is a link to some information about careers in Statistics from the American Statistical Association.
Here is a link to a ranking of 200 jobs by CareerCast.com. Note that Statistician, Data Scientist, Mathematician, and Actuary are all near the top.
Here and here are links to two articles about the increasing popularity of careers in statistics.
Here is a link to some information compiled a few years ago by the UCSD Chapter of the Association for Women in Mathematics (AWM). Some of the information is out of date, but the page is still useful.
Here is a link to the BIG Math Network. This web site is primarily aimed at graduate students but could also be of interest to advanced undergraduates who are interested in mathematical careers in business, industry, or government.